Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
16.05.2024 | 0.75% | 3.21 CHF | 3.24 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 162'331 CHF | 163'549 CHF | 97.26% | 97.26% |
15.05.2024 | 0.75% | 3.33 CHF | 3.36 CHF | 50'000 | 50'000 | 49'488 | 49'488 | 160'967 CHF | 162'173 CHF | 98.94% | 98.94% |
14.05.2024 | 0.76% | 3.22 CHF | 3.24 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 159'011 CHF | 160'229 CHF | 99.22% | 99.22% |
13.05.2024 | 0.76% | 3.21 CHF | 3.23 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 158'037 CHF | 159'248 CHF | 100.00% | 100.00% |
10.05.2024 | 0.77% | 3.10 CHF | 3.13 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 155'857 CHF | 157'057 CHF | 99.06% | 99.06% |
08.05.2024 | 0.80% | 2.98 CHF | 3.01 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 148'417 CHF | 149'606 CHF | 100.00% | 100.00% |
07.05.2024 | 0.84% | 2.86 CHF | 2.89 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 140'069 CHF | 141'249 CHF | 98.92% | 98.92% |
06.05.2024 | 0.85% | 2.78 CHF | 2.81 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 137'867 CHF | 139'050 CHF | 99.51% | 99.51% |
03.05.2024 | 0.87% | 2.71 CHF | 2.74 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 134'737 CHF | 135'918 CHF | 98.48% | 98.48% |
02.05.2024 | 0.86% | 2.72 CHF | 2.74 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 134'880 CHF | 136'051 CHF | 99.04% | 99.04% |